+179.3%
KO vs TRI
+196.2%
-16.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | +0.2% | -7.9% | +8.1% | +2.0% |
| 30D | +1.8% | -4.5% | +6.3% | +2.6% |
| 3M | +7.7% | +22.1% | -14.4% | +2.2% |
| 6M | +15.3% | -2.8% | +18.0% | +14.4% |
| YTD | +28.0% | -23.4% | +51.4% | +35.2% |
| 1Y | +34.3% | -41.5% | +75.8% | +54.5% |
| 3Y | +63.8% | -19.2% | +83.0% | +63.7% |
| 5Y | +84.1% | -9.4% | +93.5% | +73.1% |
| All | +179.3% | +196.2% | -16.9% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling